| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
6,505.0 |
6,489.0 |
-16.0 |
-0.2% |
6,548.0 |
| High |
6,505.5 |
6,588.0 |
82.5 |
1.3% |
6,584.0 |
| Low |
6,493.0 |
6,488.5 |
-4.5 |
-0.1% |
6,476.0 |
| Close |
6,496.5 |
6,537.5 |
41.0 |
0.6% |
6,481.0 |
| Range |
12.5 |
99.5 |
87.0 |
696.0% |
108.0 |
| ATR |
58.3 |
61.3 |
2.9 |
5.0% |
0.0 |
| Volume |
6 |
20 |
14 |
233.3% |
726 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,836.5 |
6,786.5 |
6,592.0 |
|
| R3 |
6,737.0 |
6,687.0 |
6,565.0 |
|
| R2 |
6,637.5 |
6,637.5 |
6,555.5 |
|
| R1 |
6,587.5 |
6,587.5 |
6,546.5 |
6,612.5 |
| PP |
6,538.0 |
6,538.0 |
6,538.0 |
6,550.5 |
| S1 |
6,488.0 |
6,488.0 |
6,528.5 |
6,513.0 |
| S2 |
6,438.5 |
6,438.5 |
6,519.5 |
|
| S3 |
6,339.0 |
6,388.5 |
6,510.0 |
|
| S4 |
6,239.5 |
6,289.0 |
6,483.0 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,837.5 |
6,767.5 |
6,540.5 |
|
| R3 |
6,729.5 |
6,659.5 |
6,510.5 |
|
| R2 |
6,621.5 |
6,621.5 |
6,501.0 |
|
| R1 |
6,551.5 |
6,551.5 |
6,491.0 |
6,532.5 |
| PP |
6,513.5 |
6,513.5 |
6,513.5 |
6,504.0 |
| S1 |
6,443.5 |
6,443.5 |
6,471.0 |
6,424.5 |
| S2 |
6,405.5 |
6,405.5 |
6,461.0 |
|
| S3 |
6,297.5 |
6,335.5 |
6,451.5 |
|
| S4 |
6,189.5 |
6,227.5 |
6,421.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,588.0 |
6,476.0 |
112.0 |
1.7% |
51.5 |
0.8% |
55% |
True |
False |
15 |
| 10 |
6,588.0 |
6,476.0 |
112.0 |
1.7% |
49.5 |
0.8% |
55% |
True |
False |
153 |
| 20 |
6,588.0 |
6,169.0 |
419.0 |
6.4% |
53.5 |
0.8% |
88% |
True |
False |
91 |
| 40 |
6,588.0 |
5,951.5 |
636.5 |
9.7% |
46.5 |
0.7% |
92% |
True |
False |
83 |
| 60 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
31.5 |
0.5% |
78% |
False |
False |
61 |
| 80 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
24.0 |
0.4% |
78% |
False |
False |
51 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
19.0 |
0.3% |
78% |
False |
False |
41 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
16.0 |
0.2% |
78% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,011.0 |
|
2.618 |
6,848.5 |
|
1.618 |
6,749.0 |
|
1.000 |
6,687.5 |
|
0.618 |
6,649.5 |
|
HIGH |
6,588.0 |
|
0.618 |
6,550.0 |
|
0.500 |
6,538.0 |
|
0.382 |
6,526.5 |
|
LOW |
6,488.5 |
|
0.618 |
6,427.0 |
|
1.000 |
6,389.0 |
|
1.618 |
6,327.5 |
|
2.618 |
6,228.0 |
|
4.250 |
6,065.5 |
|
|